+157.6%
B vs MLM
+41.9%
+115.7%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.4% | -2.5% |
| 7D | -1.6% | -2.9% | +1.3% | -0.9% |
| 30D | +9.4% | -6.8% | +16.3% | +11.2% |
| 3M | +5.0% | -11.2% | +16.2% | +7.7% |
| 6M | -3.5% | -21.8% | +18.3% | +1.4% |
| YTD | +4.5% | -17.0% | +21.4% | +8.4% |
| 1Y | +67.8% | -16.4% | +84.1% | +73.6% |
| 3Y | +196.7% | +14.5% | +182.2% | +188.2% |
| All | +157.6% | +41.9% | +115.7% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MLM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling